+3,183.6%
CSX vs CIEN
+110.7%
+3,072.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.8% | -4.0% |
| 7D | -5.5% | -24.1% | +18.6% | -2.7% |
| 30D | +4.9% | -45.5% | +50.4% | +12.0% |
| 3M | -2.9% | -39.7% | +36.9% | +1.7% |
| 6M | +8.3% | -57.8% | +66.1% | +17.4% |
| YTD | +36.7% | +4.1% | +32.7% | +30.7% |
| 1Y | +41.5% | +20.8% | +20.7% | +32.2% |
| 3Y | +68.6% | +463.1% | -394.5% | +26.0% |
| 5Y | +48.4% | +302.3% | -253.9% | +14.1% |
| 10Y | +446.6% | +1,164.4% | -717.8% | +258.9% |
| All | +3,183.6% | +110.7% | +3,072.9% | +1,743.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CIEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling